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Uncertainty and Its

Propagation Through
Calculations
Engineering Experimental Design
ChE 408
Uncertainty
No measurement is perfect
Our estimate of nearness to the true value is called the
uncertainty (or error)
Uncertainty in data leads to uncertainty in
calculated results
Uncertainty never decreases with calculations, only
with better measurements
Reporting uncertainty is essential
The uncertainty is critical to decision-making
Estimating uncertainty is your responsibility
Todays Topics . . .
How to report uncertainty
The numbers
The text
Identifying sources of uncertainty
Estimating uncertainty when collecting data
Uncertainty and simple comparisons
Propagation of error in calculations
Reporting Uncertainty The Numbers

Experimental data and results always shown as


xbest x How much more or less than
Best estimate of the
xbest the true value might
true value
reasonably be
Uncertainty gets 1 significant figure
Or 2 if its a 1, if you like
Best estimate gets rounded consistent with
uncertainty
Keep extra digits temporarily when calculating
Examples
One sig fig
Right Two sig figs cuz the first is a 1
(6050 30) m/s
Scientific notation
(10.6 1.3) gal/min like this
(-16 2) C
xbest and x have
(1.61 0.05) 1019 coulombs the same units
Wrong
(6051.78 32.21) m/s
(-16.597 2) C
Examples
Right
(6050 30) m/s
(10.6 1.3) gal/min
(-16 2) C
(1.61 0.05) 1019 coulombs
Wrong
(6051.78 32.21) m/s
(-16.597 2) C You cant be this certain
of the uncertainty
Not rounded consistent
with uncertainty
Fractional Uncertainty
x / |xbest |
Also called relative uncertainty
x is absolute uncertainty
x / |xbest | is dimensionless (no units)
Example
(-20 2) C 2 / |-20| = 0.10
-20 C 10 %
Reporting Uncertainty The Text
You must explain how you estimated each
uncertainty. For example:
The reactor temperature was (35 2) C. The
uncertainty. . .
. . .is estimated based on the thermometer scale.
. . .is given by the manufacturers specifications for the
thermometer.
. . .is the standard deviation of 10 measurements made
over the 30 minutes of the experiment.
. . .represents the 95% confidence limits for 10
measurements made over the 30 minutes of the
experiment.
Reporting Uncertainty The Text
You must explain how you estimated each
uncertainty. For example:
The reactor temperature was (35 2) C. The
uncertainty. . .
. . .is estimated based on the thermometer scale.
. . .is given by the manufacturers specifications
for the thermometer.
These account for uncertainty due to the measurement technique,
but do not account for any variability in the actual temperature of
the reactor during the experiment. They imply that this
variability is LESS than the measurement uncertainty.
Reporting Uncertainty The Text
You must explain how you estimated each
uncertainty. For example:
The reactor temperature was (35 2) C. The
uncertainty. . .
. . .is the standard deviation of 10 measurements made
over the 30 minutes of the experiment.
. . .represents the 95% confidence limits for 10
measurements made over the 30 minutes of the
experiment.
These estimates of uncertainty include both the precision of
temperature control on the reactor and the precision of the
measurement technique. They do not account for the accuracy of the
measurement technique.
Estimating Uncertainty from Scales
Estimating Uncertainty from Scales
Graphical Display of Data and Results
250

200
Cells in FOV after 6 Hours

150 Error bars show


uncertainty.
100

50

Axes scaled so
0
data fills plot.
0 1 2 3 4 5 Caption
6 7 for figure,
8 9
Growth Inhibitor Added, g
NOT title.
Figure 1. Cell reproduction declines exponentially as the mass of growth
inhibitor present increases. Vertical error bars represent standard deviation
of 5 replicate measurements for one growth plate.
Caption interprets figure, Caption explains
doesnt repeat axis labels. estimate of uncertainty.
Experimental Results and Conclusions

A single measured number is uninteresting


An interesting conclusion compares numbers
Measurement vs. expected value
Measurement vs. theoretical prediction
Measurement vs. measurement
Do we expect exact agreement?
No, just within experimental uncertainty
Comparison and Uncertainty

A and B are A and B are NOT


significantly different. significantly different.
Comparison and Uncertainty

Consistent with the


accepted value.
Significantly
different from the
accepted value.

May be significantly
different from the
accepted value.
Comparison and Uncertainty
xbest x means . . .
xtrue is probably between xbest - x and xbest + x
(later well make probably quantitative)
Two values whose uncertainty ranges
overlap are not significantly different
They are consistent with one another
A value just outside the uncertainty range
may not be significantly different
More on this later (hypothesis testing)
Propagation of Uncertainties
We often do math with measurements
Density = (m m) / (V V)
What is the uncertainty on the density?
Propagation of Error estimates the
uncertainty when we combine uncertain
values mathematically
NOTE: dont use error propagation if you
can measure the uncertainty directly (as
variation among replicate experiments)
Simple Rules Absolute
uncertainty
Addition / Subtraction, q = x1 + x2 x3 x4
q = sqrt((x1)2+(x2)2+(x3)2+(x4)2)

Multiplication / Division, q = (x1x2)/(x3x4)


q/|q| = sqrt((x1/x1)2+(x2/x2)2+(x3/x3)2+(x4/x4)2)

1-Variable Functions, q = ln(x) Fractional


q = |dq/dx| x |1/x| x uncertainty

d(ln(x))/dx = 1/x
Simple Rules
Addition / Subtraction, q = x1 + x2 x3 x4
q = sqrt((x1)2+(x2)2+(x3)2+(x4)2)
Uncertainty gets bigger even when you subtract

Multiplication / Division, q = (x1x2)/(x3x4)


q/|q| = sqrt((x1/x1)2+(x2/x2)2+(x3/x3)2+(x4/x4)2)
Uncertainty gets bigger even when you divide

1-Variable Functions, q = ln(x)


q = |dq/dx| x |1/x| x
General Formula for Error Propagation

q = f(x1,x2,x3,x4)
q = sqrt(((q/ x1) x1)2 + ((q/ x2) x2)2 +
((q/ x3) x3)2 + ((q/ x4) x4)2 )

Partial derivative Absolute uncertainty


of q wrt x3 in x4
User Beware!
Error propagation assumes that the relative
uncertainty in each quantity is small
Weird things can happen if it isnt, particularly
for functions like ln
e.g., ln(0.5 0.4) = -0.7 0.8
In this case, I suggest assuming that the relative
error in x is equal to the relative error in f(x)
Dont use error propagation if you can
measure the uncertainty directly (as
variation among replicate experiments)
Sample Calculation
You pour the following into a batch reactor:
(100 1) ml of 1.00 M NaOH in water
(1000 1) ml of water
(1000 1) ml of water
What is the concentration of NaOH in the
batch reactor?
Sample Calculation
Assume uncertainty on [NaOH]
([NaOH] VNsOH) / (VNaOH+Vwater+Vwater))
(0.1000 0.0014)mol / (2.100 0.002)L

The concentration of NaOH in the reactor is (0.0477


0.0007)M. The uncertainty was estimated by
propagation of error, using the measurement
uncertainties in the volumes added, and assuming an
uncertainty of 0.01 M in the concentration of the
1.00 M NaOH solution.

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